The assertion that large-scale portfolio optimization can be achieved through quantum computing is understandable, considering the remarkable technological advances. However, a performance test on 250 S&P 500 assets, while stimulating for research, does not reflect the robustness and risk modeling requirements of an institutional investment universe. For a pension fund, systems must manage thousands of instruments, including complex derivatives and private market assets, requiring scalability and resilience that far exceed the current capabilities of 64-qubit quantum computers. For example, managing our exposure to currency carry strategies or illiquid alternatives requires stochastic modeling that goes well beyond what a simple optimization of 250 stocks can validate. Quantum error correction and the stability of results over long time horizons remain fundamental challenges unaddressed, making direct application to long-term retirement obligations impractical.